Hoffman–Wielandt inequality (${\min }_{\pi }{\sum }_i|{\lambda }_i(A)-{\lambda }_{\pi (i)}(B){|}^2\le \Vert A-B{\Vert }_F^2$)

For two normal matrices of the same size, a pairing of their eigenvalues has squared Euclidean discrepancy at most the squared Frobenius norm of their difference. For Hermitian matrices, the increasing real eigenvalue order gives such a pairing, because it minimizes squared discrepancy. For real symmetric matrices, the norm square is $\mathrm{Tr}(A-B{)}^2$.

For equally sized Hermitian matrices and a real test function with Lipschitz bound one, the difference of its averages under their empirical spectral measures is at most $N^{-1/2}$ times the Frobenius norm of their difference. Pair the increasing eigenvalues, apply the triangle inequality and Cauchy-Schwarz inequality, then use the Hoffman–Wielandt inequality.